Interest Rates Products

 
 
Daily Price Limit Changes
Treasury Bond Roll
New Futures Radio Podcast
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.675 +0.005 99.670 99.675 99.670 854
Eurodollar GEU5 Sep 2015 99.520 0 99.520 99.520 99.520 2104
Eurodollar GEZ5 Dec 2015 99.340 -0.005 99.345 99.345 99.335 1639
Eurodollar GEH6 Mar 2016 99.155 -0.005 99.160 99.160 99.150 753
Eurodollar GEM6 Jun 2016 98.960 -0.01 98.970 98.970 98.960 1397
Eurodollar GEU6 Sep 2016 98.765 -0.01 98.770 98.770 98.765 724
Eurodollar GEZ6 Dec 2016 98.585 -0.01 98.590 98.590 98.580 2252
Eurodollar GEH7 Mar 2017 98.440 -0.01 98.440 98.440 98.435 499
10-Year U.S. Treasury Note ZNM5 Jun 2015 128'300 +0'010 128'290 128'305 128'280 17594
5-Year Deliverable Interest Rate Swap F1UM5 Jun 2015 - - - - -
10-Year Deliverable Interest Rate Swap N1UM5 Jun 2015 - - - - -
2-Year Eurodollar Bundle BU2M5 Jun 2015 - - - - -
3-Year Eurodollar Bundle BU3M5 Jun 2015 - - - - -
5-Year Eurodollar Bundle BU5M5 Jun 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.675 +0.005 99.670 99.675 99.670 854
Eurodollar GEU5 Sep 2015 99.520 0 99.520 99.520 99.520 2104
Eurodollar GEZ5 Dec 2015 99.340 -0.005 99.345 99.345 99.335 1639
Eurodollar GEH6 Mar 2016 99.155 -0.005 99.160 99.160 99.150 753
Eurodollar GEM6 Jun 2016 98.960 -0.01 98.970 98.970 98.960 1397
Eurodollar GEU6 Sep 2016 98.765 -0.01 98.770 98.770 98.765 724
Eurodollar GEZ6 Dec 2016 98.585 -0.01 98.590 98.590 98.580 2252
Eurodollar GEH7 Mar 2017 98.440 -0.01 98.440 98.440 98.435 499
30-Day Federal Funds ZQM5 Jun 2015 - - - - 1
2-Year Eurodollar Bundle BU2M5 Jun 2015 - - - - -
3-Year Eurodollar Bundle BU3M5 Jun 2015 - - - - -
5-Year Eurodollar Bundle BU5M5 Jun 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBM5 Jun 2015 170'03 +0'07 170'02 170'04 169'29 598
U.S. Treasury Bond ZBM5 Jun 2015 164'03 +0'07 164'01 164'04 163'30 1791
10-Year U.S. Treasury Note ZNM5 Jun 2015 128'300 +0'010 128'290 128'305 128'280 17594
5-Year U.S. Treasury Note ZFM5 Jun 2015 120'060 -0'007 120'067 120'067 120'052 7277
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTM5 Jun 2015 109'182 -0'002 109'182 109'185 109'175 4121
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UM5 Jun 2015 - - - - -
5-Year Deliverable Interest Rate Swap F1UM5 Jun 2015 - - - - -
10-Year Deliverable Interest Rate Swap N1UM5 Jun 2015 - - - - -
30-Year Deliverable Interest Rate Swap B1UM5 Jun 2015 - - - - -
2-Year Euro Deliverable Interest Rate Swap T1EM5 Jun 2015 - - - - -
Interest Rate Education|All Education
All IR Products
STIR Futures
Treasury Futures
Swap Futures
Options
Treasury Futures
Swaps
Options
STIRs
Deliverable Swap Futures
All IR Products
DSFs: New High in Monthly ADV, Growing Open Interest

DSFs
Enlarge

 

 

 
 
DSF Interest Rate Swap Exposure
Quickstrike Option Pricing
New Find-a-Broker Tool
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.